+187.4%
HIMS vs REPL
+20.6%
+166.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.8% |
| 7D | -0.9% | -5.7% | +4.8% | -0.6% |
| 30D | -10.8% | +22.5% | -33.3% | -12.0% |
| 3M | +3.7% | +64.7% | -61.0% | -2.1% |
| 6M | +79.0% | +83.0% | -4.1% | +58.9% |
| YTD | -13.2% | +52.0% | -65.2% | -22.2% |
| 1Y | -43.3% | +144.5% | -187.8% | -52.8% |
| 3Y | +331.4% | -25.1% | +356.5% | +239.8% |
| 5Y | +230.2% | -52.9% | +283.1% | +161.1% |
| All | +187.4% | +20.6% | +166.9% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling